import urllib2

url = 'http://www.blog.pythonlibrary.org/wxDbViewer.zip'

f = urllib2.urlopen(url)
with open("code2.zip", "wb") as code:
code.write(f.read())

'''
with open("code2.zip", "wb") as code:
code.write(urllib2.urlopen(url).read())
'''
